-19.3%
ARES vs BHP
+65.8%
-85.1%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | -0.3% |
| 7D | -1.7% | -5.0% | +3.3% | -0.2% |
| 30D | +0.3% | +1.2% | -0.9% | -0.2% |
| 3M | +8.5% | +1.8% | +6.6% | +7.3% |
| 6M | +23.5% | +18.0% | +5.5% | +16.9% |
| YTD | -11.2% | +52.7% | -63.9% | -22.2% |
| 1Y | -19.3% | +66.0% | -85.3% | -31.6% |
| All | -19.3% | +65.8% | -85.1% | -31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded BHP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling